Members are requested to refer to Exchange circular number 20231020-46 dated October 20, 2023, regarding revision in transaction charges in Equity Derivatives segment.
In continuation to the above circular, members are requested to note that, Exchange shall be sharing a new file related to turnover and revised transaction charges.
A) New File:
The new file shall comprise the turnover and the transaction charges of those contracts on which the revised transaction charge calculation methodology shall be applicable (as highlighted in circular number 20231020-46 dated October 20, 2023).
As on 1st November, 2023, the new file shall comprise the turnover and the transaction charges of only nearest expiry of S&P BSE SENSEX Options contracts.
The new file shall be shared on daily basis and shall provide daily and cumulative turnover figures (i.e., traded till date). Whereas, the transaction charges shall be computed and provided only at the end of the month, on the cumulative turnover figure. File structure is provided as Annexure – I.
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File To
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File Name
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TM
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EQD_TO_TRC_TM_<YYYYMMDD>_<TM Code>.csv
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CM
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EQD_TO_TRC_CM_<YYYYMMDD>_<CM Code>.csv
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B) Existing Files:
The existing files shall comprise transaction charges of all other derivatives contracts on which the existing transaction charge calculation methodology shall be applicable.
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File To
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File Name
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TM
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DTSTM_<TM code>_yyyymmdd.csv
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CM
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DTSCM_<CM code>_yyyymmdd.csv
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TM
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DTOTM_<TM code>_yyyymmdd-01.csv
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CM
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DTOCM_<CM code>_yyyymmdd-01.csv
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There is no change in the existing file structure.
For any further clarifications, Members are requested to contact their designated Relationship Managers.
For & On behalf of BSE Ltd,
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Tejash Somaiya
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Vinod Ibrampurkar
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General Manager
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Dy. General Manager
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Trading Development
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Trading Development
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October 27, 2023
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